BigDaveDev

I would recommend C++ (specifically, the C++11 standard) as a good place to start off.  It's not a hard language to learn.  What makes it hard are features that beginners just don't need to worry about.  The standard library contains many gems, and there are a plethora of GUI, physics, graphics, etc. libraries available to you as well.

Another benefit with C++ is that, later on, you can expose your library via .dll/.so and interface every language that can load them (Java, Python, Lua, C, D, whatever).  That said, why not start with Java and target Android.  If you download the package that Google offer, you are good to go.  Eclipse makes learning Java exceptionally easy and what you learn from Java, you can take with you to C++, for example.

Point is, make a decision that suits your needs.  We will pretty much just tell you what we like based on our experiences - that is, after all, what a general consensus is ;)

I really can't recommend against

system("pause");

enough.  Especially when you can have highly portable functions available to you in the standard library.

I prefer to use something like:

void pause_console(char const* message)
{
   std::cout << message << std::flush;
   std::cin.ignore(std::numeric_limits< std::streamsize >::max(), '\n');
}

Benefits?  Independent of IDE in use and is platform independent.  

Incidentally, the MSVC compiler in VS2012 is perfectly fine.  I would recommend sticking with it on the Windows platform.  In fact, the only reason I use g++ on Windows is to experiment with variadic templates among other things that VS doesn't yet support.  For the simple stuff, though, don't sweat over compiler differences too much.  Your results should be the same regardless.